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Robust scaling (scaling to median and IQR)

Robust scaling (scaling to median and IQR)

This lesson aims to illustrate a feature scaling method called robust scaling, also known as scaling to median and IQR. We will see the formula of this method, some points to consider, and of course, the python code to use robust scaling to reduce the scale of your features.

Definition

When scaling variables to the median and quantiles, the median value is removed from the observations, and the result is divided by the inter-quartile range (IQR).

The IQR is the range between the first quartile and the third quartile, or, in other words, the range between the 25th quantile and the 75th quantile. It can be calculated with the following formula:

x¯=Xmedian(X)75th quantile(X)25th quantile(X) ...

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